The Size and Power Properties of Combining Choice Set Participation Tests for the IIA Property in the Logit Model

Robert D. Brooks, Tim Fry and Mark Harris

No 2/95, Monash Econometrics and Business Statistics Working Papers from Monash University, Department of Econometrics and Business Statistics

Abstract: This paper conducts a Monte Carlo analysis of the size and power properties of combining choice set partition tests of the IIA property of the Logit model. On the basis of this comparison we recommend that applied researchers testing for IIA calculate all versions of the McFadden, Train and Tye (1981) test and reject IIA if any single test rejects IIA.

Keywords: Hypothesis tests; Logit model; IIA (search for similar items in EconPapers)
Pages: 28 pages
Date: 1995-02
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